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Assume the current Treasury yield curve shows that the spot rates for six months, one year, and one and a half years are 1%, 1.1%, and 1.3%, all quoted as semiannually compounded APRs. What is the price of a $1,000 par, 4.75% coupon bond maturing in one and a half years (the next coupon is exactly six months from now)? The price of this bond is $ (Round to the nearest cent.) For each of the following pairs of Treasury securities (each with $1,000 par value), identify which will have the higher price: a. A three-year zero-coupon bond or a five-year zero-coupon bond? b. A three-year zero-coupon bond or a three-year 4% coupon bond? c. A two-year 5% coupon bond or a two-year 6% coupon bond? a. A three-year zero-coupon bond or a five-year zero-coupon bond? Which will have the higher price? (Select the best choice below.) O A. A three-year zero-coupon bond, because the future value is received sooner and the present value is higher. OB. A five-year zero-coupon bond, because the present value is received sooner and the future value is higher. OC. A five-year zero-coupon bond, because the future value is received later and the present value is higher. OD. A three-year zero-coupon bond, because the present value is received sooner and the future value higher. b. A three-year zero-coupon bond or a three-year 4% coupon bond? Which will have the higher price? (Select the best choice below.) O A. The three-year zero-coupon bond, because a pure discount bond pays higher interest payments than a 4% coupon bond. O B. Since they both have a three-year maturity, they are equal in price. O c. The three-year zero-coupon bond, because the zero-coupon bond is risk-free. OD. The three-year 4% coupon bond, because the 4% coupon bond pays interest payments; whereas the zero-coupon bond is a pure discount bond. c. A two-year 5% coupon bond or a two-year 6% coupon bond? Which will have the higher price? (Select the best choice below.) O A. The two-year 5% coupon bond, because the coupon (interest) payments are higher, even though the timing is the same. OB. Because they are both two-year coupon bonds, they are equal in price. OC. The two-year 5% coupon bond, because the future value will be received sooner, therefore the present value must be higher. OD. The two-year 6% coupon bond, because the coupon (interest) payments are higher, even though the timing is the same. Click to select your